File music, especially stirring, memorable or upbeat tunes, with the other pleasing (if not all recommended) stuff such as food, sex, gambling and drugs that can produce a positive response. The brain starts pumping out dopamine and we're right back in happy town. And a lot like the way those smiling people you may surround yourself with will help cheer you up, so can listening to music with others. The shared experience, along with the personal, can help trump any sad feelings you're having by weaving you in to a positive social fabric.
Music therapy is one practice experts are increasingly suggesting to help lift the blues, and for treating patients who are suffering from issues such as injury-related language impairments or dementia-related maladies. Extensive research in the area is still currently somewhat limited, but the results so far are largely in favor of adding melodic therapy. After all, a rousing favorite song can't hurt, and just might help.